//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Predictive performance of cond...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
7
ARCH-Modell
7
Time series analysis
6
Zeitreihenanalyse
6
Theorie
5
Theory
5
Ausreißer
4
Multivariate Verteilung
4
Multivariate distribution
4
Outliers
4
Risikomaß
4
Risk measure
4
Volatility
4
Volatilität
4
value-at-risk
4
Currency derivative
3
Estimation
3
International financial market
3
Schätzung
3
Value-at-Risk
3
Währungsderivat
3
extreme value theory
3
ARCH-M
2
ARMA
2
Commodity derivative
2
Copulas
2
EVT
2
Energy portfolio
2
Estimation theory
2
Exchange rate
2
Extreme Value Theory
2
Extreme value theory
2
FIGARCH
2
Forecasting model
2
Futures
2
Hedging
2
Inflation
2
Internationaler Finanzmarkt
2
Long memory
2
MEVT
2
more ...
less ...
Online availability
All
Undetermined
11
Free
8
Type of publication
All
Article
34
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
22
Undetermined
17
Author
All
Trabelsi, Abdelwahed
39
Ghorbel, Ahmed
13
Raggad, Bechir
5
Chouikh, Aziz
4
Marimoutou, Velayoudoum
4
Kammoun, Aida
3
Mamoghli, Chokri
3
Nasr, Adnen Ben
3
Achour, Maha
2
Allali, Abdelwahab
2
Ben Nasr, Adnen
2
Boutahar, Mohamed
2
Oueslati, Amor
2
Ajmi, Ahdi Noomen
1
Ansari, Asim
1
Bouali, Meriam
1
Ennabli, Asma
1
Ghorbel, Ahmded
1
Hillmer, Steven C
1
Hillmer, Steven C.
1
Jedidi, Kamel
1
Lachaab, Mohamed
1
Marimoutou, Vêlayoudom
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
HAL
1
Published in...
All
International journal of managerial and financial accounting
4
Energy economics
3
International Journal of Financial Research
2
International Journal of Managerial and Financial Accounting
2
International Journal of Monetary Economics and Finance
2
International journal of financial research
2
MPRA Paper
2
Review of Middle East economics and finance
2
Review of economics & finance
2
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Economic Modelling
1
Economic modelling
1
Energy Economics
1
International economic journal
1
International journal of financial markets and derivatives
1
International journal of monetary economics and finance
1
Journal of Business & Economic Statistics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of risk
1
Quantitative Marketing and Economics
1
Review of Economics & Finance
1
Statistical Methods and Applications
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
Working Papers / HAL
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
16
OLC EcoSci
7
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictive performance of conditional extreme value theory in value-at-risk estimation
Ghorbel, Ahmded
;
Trabelsi, Abdelwahed
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10009925156
Saved in:
2
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
3
Extreme Value Theory and Value at Risk : application to oil market
Marimoutou, Velayoudoum
;
Raggad, Bechir
;
Trabelsi, …
- In:
Energy economics
31
(
2009
)
4
,
pp. 519-530
Persistent link: https://www.econbiz.de/10003867804
Saved in:
4
Fractionally integrated time varying GARCH model
Nasr, Adnen Ben
;
Boutahar, Mohamed
;
Trabelsi, Abdelwahed
- In:
Statistical methods & applications : SMA ; journal of …
19
(
2010
)
3
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008649243
Saved in:
5
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
4
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009500227
Saved in:
6
Detection of information flow in major international financial markets by interactivity network analysis
Allali, Abdelwahab
;
Oueslati, Amor
;
Trabelsi, Abdelwahed
- In:
Asia-Pacific financial markets
18
(
2011
)
3
,
pp. 319-344
Persistent link: https://www.econbiz.de/10009303027
Saved in:
7
The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
5
(
2013
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009730450
Saved in:
8
Markov switching and state-space approaches for investigating the link between Egyptian inflation level and uncertainty
Achour, Maha
;
Trabelsi, Abdelwahed
- In:
Review of Middle East economics and finance
6
(
2010
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009629344
Saved in:
9
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
10
Modeling risk premia in forward foreign exchange rates as unobserved components : the model identification problem
Chouikh, Aziz
;
Trabelsi, Abdelwahed
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 119-135
Persistent link: https://www.econbiz.de/10010458557
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->